請用此 Handle URI 來引用此文件:
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/58667
完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 唐代彪(De-Piao Tang) | |
dc.contributor.author | Chi-Hua Lee | en |
dc.contributor.author | 李奇樺 | zh_TW |
dc.date.accessioned | 2021-06-16T08:24:46Z | - |
dc.date.available | 2014-01-27 | |
dc.date.copyright | 2014-01-27 | |
dc.date.issued | 2014 | |
dc.date.submitted | 2014-01-22 | |
dc.identifier.citation | 英文部分
Bernanke, Ben S., (2000) “Japanese Monetary Policy: A Case of Self-Induced Paralysis” ASSA meetings, Boston MA, January 9, 2000 Bernanke, Ben S. and Reinhart, V. R. & Sack, B.P., (2004) “Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment” Brookings Papers on Economic Activity, 1-78 Christensen, J. and G. Rudebusch, (2012) “The Response of Interest Rates to US and UK Quantitative Easing,” The Economic Journal, 2012, 122, 385–414. Cúrdia, Vasco and Woodford, Michael, (2011) “The Central-bank Balance Sheet as an Instrument of Monetary Policy,” Journal of Monetary Economics, 58(1), 54-79 English, William B., J. David López-Salido and Robert J. Tetlow. (2013) “The Federal Reserve’s Framework for Monetary Policy - Recent Changes and New Questions” presented at the 14th Jacques Polak Annual Research Conference hosted by the International Monetary Fund Gertler, Mark & Karadi, Peter, (2011) “A model of unconventional monetary policy,” Journal of Monetary Economics, 58(1), 17-34 Joyce, M., A. Lasaosa, I. Stevens, and M. Tong. (2011) “The Financial Market Impact of Quantitative Easing” International Journal of Central Banking, 7(3), 113-161 Tinbergen, Jan., (1952) On the Theory of Economic Policy. Second edition is Volume 1 of Contributions to Economic Analysis Ueda, Kazuo, (2012) “The Effectiveness of Nontraditional Monetary Policy Measures: The Case of the Bank of Japan,” Japanese Economic Review, 63(1), 1-22 Wilcox, David, Reifschneider, Dave and Wascher, William. (2013) “Aggregate Supply in the United States: Recent Developments and Implications for the Conduct of Monetary Policy” presented at the 14th Jacques Polak Annual Research Conference hosted by the International Monetary Fund 中文部分 中央銀行(2013),美日量化寬鬆政策,研究報告。 | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/58667 | - |
dc.description.abstract | 本研究主要在探討在開放經濟體下,不同經濟體的央行所採行量化寬鬆政策的決策。首先,本研究討論在封閉單一經濟體下央行考量通貨膨脹率、失業率及勞動生產力下,最適的量化寬鬆貨幣政策決策,以作為開放經濟體研究的基礎;接續討論開放經濟體下,考量通貨膨脹率、失業率、勞動生產力及經濟開放程度,並採行賽局理論,探討不同經濟體央行所需採行的量化寬鬆貨幣政策。本研究結果顯示,在Nash賽局下,如兩國相關外生變數均一致的情況下,兩國央行應會採行相同的量化寬鬆貨幣政策,方得以因應本國的需求及來自另一國的影響。 | zh_TW |
dc.description.abstract | This paper will discuss that under an open economic system, the decision making behind the Quantitative Easing Monetary Policy (QE) adopted by the central banks at different economies. First, the paper discussed that under a closed economic system, the central bank will take the following measures: inflation, unemployment and productivity as a consideration for adopting an optimal QE Policy as the economy transits to a free market economy. Second, the paper discussed that under an open economic system, the central bank will take inflation, unemployment, productivity and the degree of openness to trade as measures, and by using the Game Theory, the ideal QE policy that needs to be adopted by the central banks at different economies. The paper concluded that under Nash equilibrium, if Exogenous Variable of two economies remains the same, both central banks will adopt the same approach to QE Policy to stimulate the demand of domestic economy and prevent from the effect of the other economies. | en |
dc.description.provenance | Made available in DSpace on 2021-06-16T08:24:46Z (GMT). No. of bitstreams: 1 ntu-103-P00341025-1.pdf: 1265428 bytes, checksum: 998448359534784c23f6ac36cc554035 (MD5) Previous issue date: 2014 | en |
dc.description.tableofcontents | 謝誌 i
中文摘要 ii Abstract iii 目錄 iv 圖目錄 v 第一章 緒論 1 第一節 研究動機 1 第二節 量化寬鬆貨幣政策介紹 3 第三節 研究目的 6 第四節 研究流程架構 8 第二章 文獻回顧 9 第一節 量化寬鬆貨幣政策文獻回顧 9 第二節 央行目標函數文獻回顧 10 第三章 封閉經濟體的最適量化寬鬆貨幣政策 13 第一節 從總合供需探討貨幣供給對GDP與物價的影響 13 第二節 央行的目標函數 14 第三節 央行的最適貨幣政策 15 第四節 比較靜態分析 16 第四章 開放經濟體的最適量化寬鬆貨幣政策及其均衡 19 第一節 開放經濟體的貨幣政策對匯率及進出口的影響 19 第二節 開放經濟體的最適貨幣政策及反應函數 19 第三節 兩個開放經濟體的均衡貨幣政策-Nash賽局 21 第五章 結論與建議 30 第一節 結論 30 第二節 建議 31 參考文獻 33 | |
dc.language.iso | zh-TW | |
dc.title | 開放經濟體下央行最適貨幣政策決策-以兩國賽局分析為例 | zh_TW |
dc.title | Optimal Central Bank Monetary Policy in an Open Economy-A Two-Country Game Theory Analysis | en |
dc.type | Thesis | |
dc.date.schoolyear | 102-1 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 沈中華,周治邦 | |
dc.subject.keyword | 開放經濟,量化寬鬆貨幣政策,央行目標,賽局, | zh_TW |
dc.subject.keyword | Open Economy,Quantitative Easing Policy,Central Bank Target Function,Game Theory, | en |
dc.relation.page | 34 | |
dc.rights.note | 有償授權 | |
dc.date.accepted | 2014-01-22 | |
dc.contributor.author-college | 社會科學院 | zh_TW |
dc.contributor.author-dept | 國家發展研究所 | zh_TW |
顯示於系所單位: | 國家發展研究所 |
文件中的檔案:
檔案 | 大小 | 格式 | |
---|---|---|---|
ntu-103-1.pdf 目前未授權公開取用 | 1.24 MB | Adobe PDF |
系統中的文件,除了特別指名其著作權條款之外,均受到著作權保護,並且保留所有的權利。